+60.7%
SE vs CNH
+35.8%
+24.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.5% | -4.0% |
| 7D | -7.7% | +6.7% | -14.4% | -8.8% |
| 30D | -22.8% | +7.2% | -30.0% | -23.8% |
| 3M | -43.7% | +17.5% | -61.2% | -45.9% |
| 6M | -12.8% | +15.0% | -27.8% | -16.3% |
| YTD | -42.0% | +36.8% | -78.8% | -47.3% |
| 1Y | -48.0% | +27.6% | -75.6% | -52.0% |
| All | +60.7% | +35.8% | +24.9% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling